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On the Control of Non-Terminating Diffusion Processes

✍ Scribed by Mandl, Petr

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Optimal Control of a Non-Terminating

✍ Kogan, Ya. A. 📂 Article 📅 1969 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 731 KB

On the control of diffusion processes

✍ R. Morton 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 463 KB

On optimal control of a non-stopped diff

✍ Petr Mandl 📂 Article 📅 1965 🏛 Springer 🌐 English ⚖ 353 KB

On a Property of Non-Degenerate Diffusio

✍ Girsanov, I. V. 📂 Article 📅 1959 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 609 KB

Addendum: On Optimal Control of a Non-St

✍ Kogan, Ya. A. 📂 Article 📅 1970 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 16 KB

On the Optimal Control of One-dimensiona

✍ Jürgen Groh 📂 Article 📅 1978 🏛 John Wiley and Sons 🌐 English ⚖ 632 KB